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~person:"Bollerslev, Tim"
~person:"Zaremba, Adam"
~subject:"Risikoprämie"
~subject:"Volatility"
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Risikoprämie
Volatility
Capital income
241
Kapitaleinkommen
241
Börsenkurs
111
Share price
111
Estimation
107
Schätzung
107
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92
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88
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50
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126
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Bollerslev, Tim
Zaremba, Adam
Gupta, Rangan
104
Diebold, Francis X.
55
McAleer, Michael
52
Caporale, Guglielmo Maria
51
Bekaert, Geert
49
Bouri, Elie
40
Bali, Turan G.
38
Campbell, John Y.
36
Andersen, Torben
35
Ma, Feng
30
Harvey, Campbell R.
29
Zhou, Hao
29
Pierdzioch, Christian
28
Todorov, Viktor
28
McMillan, David G.
27
Wang, Yudong
27
Spagnolo, Nicola
26
Wohar, Mark E.
26
Chang, Chia-Lin
24
Lux, Thomas
24
Engle, Robert F.
23
Gil-Alaña, Luis A.
23
Chiang, Thomas C.
22
Guo, Hui
22
Prokopczuk, Marcel
22
Yılmaz, Kamil
22
Jacobs, Kris
21
Ang, Andrew
20
Aït-Sahalia, Yacine
20
Christoffersen, Peter F.
20
Demirer, Rıza
20
Garcia, René
20
Kumar, Dilip
20
Ludvigson, Sydney C.
20
Tauchen, George Eugene
20
Asai, Manabu
19
Nitschka, Thomas
18
Wu, Chunchi
18
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2
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ECONIS (ZBW)
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1
Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
Anderson, Torben G.
;
Bollerslev, Tim
;
Das, Ashish
-
1998
Persistent link: https://www.econbiz.de/10000673940
Saved in:
2
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
3
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
;
Bollerslev, Tim
-
1996
Persistent link: https://www.econbiz.de/10000603372
Saved in:
4
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
5
Is there a low-risk anomaly across countries?
Zaremba, Adam
- In:
Eurasian economic review : a journal in applied …
6
(
2016
)
1
,
pp. 45-65
Persistent link: https://www.econbiz.de/10011441281
Saved in:
6
Tail risk premia and return predictability
Bollerslev, Tim
;
Todorov, Viktor
;
Xu, Lai
- In:
Journal of financial economics
118
(
2015
)
1
,
pp. 113-134
Persistent link: https://www.econbiz.de/10011480379
Saved in:
7
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
8
Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
9
Value, size, momentum, and unique role of microcaps in CEE market stock returns
Zaremba, Adam
- In:
Eastern European economics
53
(
2015
)
3
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011373707
Saved in:
10
Size matters everywhere : decomposing the small country and small industry premia
Zaremba, Adam
;
Umutlu, Mehmet
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012036250
Saved in:
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